+67.2%
F vs BIDU
-51.7%
+118.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.3% |
| 7D | -3.9% | -2.3% | -1.5% | -3.4% |
| 30D | -0.5% | -7.3% | +6.8% | +1.1% |
| 3M | -12.9% | -26.0% | +13.0% | -7.4% |
| 6M | +1.5% | -44.5% | +46.1% | +14.4% |
| YTD | -5.0% | -40.6% | +35.6% | +4.4% |
| 1Y | -7.3% | -39.8% | +32.4% | +1.3% |
| 3Y | +45.3% | -26.7% | +72.0% | +46.3% |
| 5Y | -15.8% | -54.5% | +38.7% | -10.5% |
| All | +67.2% | -51.7% | +118.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling